IIRC, this should work in ZD 2.01, unless you are using a 64bit system, in which the settings don't stick. This is related to the version of Prism used.

In ZD 7 rc1 I can confirm that opening links in a web browser works, even on 64 bit Linux systems.

When you first open an http:// link, you should be able to set what program you want to use to open it.

Enter /usr/bin/<name of your program>

And select 'Always use this program' so it remembers your choice.

You can change the program used to open http:// (and other file types) by selecting the 'cog-wheel' symbol, at the bottom right hand corner of Zimbra Desktop, and then selecting 'Application preferences'.

Second, the cogwheel doesn't appear on all Zimbra Desktop installs of the latest version, and for those it does, all I get after setting a preference is a new ZD window with the circle of dots revolving and doing nothing otherwise.

Oh dear.
Could you confirm: Which version of Zimbra Desktop are you using? Which operating system are you using? Is it 32bit or 64bit?

Did you do a clean install of the Zimbra Desktop, or did you upgrade from a previous version? I had problems (with Prism and Prism settings) for some reason, when I upgraded, but these were resolved when I did a clean install (I know that's a hassle if one has a lot of data though).

Unfortunately, as is explained in more detail in my previous posts, if you are using Zimbra Desktop 2 on a 64 bit linux distribution, as you are, the setting preferences for opening links etc... are NOT retained/saved properly.

However, this works correctly in Zimbra Desktop 7 beta 1 onwards...

Note that you can upgrade to Zimbra Desktop 7 Beta 2 on your desktop *now* if you wish, even if you are still running a Zimbra 6x server.

You will have to install Zimbra Desktop afresh, and re-download all your mail etc.. (ensure you backup any Local Folders and POP folders beforehand, and any other data that may be lost otherwise).